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Transocean LTD. RIG

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-11-10T22:30:35.132Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:27:40.271548218Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:30:34.770572+00:00

Share price$5.20
1D+2.0%
AH$5.03$5.09$5.15$5.22$5.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRIG
Sold putSold callAH

Transocean LTD. options

Live interpolated RIG call and put midpoint premiums by absolute delta.Transocean LTD.$0.03$0.13$0.23$0.33$0.43$4.92$5.09$5.26$5.43$5.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RIG spot · $5.20RIG PRICE$0.04$0.06$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.40$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.28
Puts——
CallsExpensive1.37×
Skew——
Implied moveBalanced±$0.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.5474.8%7.1%
25Δ5.4672.7%6.1%5.0261.4%4.5%
30Δ5.4272.1%5.6%5.0560.5%4.2%
35Δ5.3771.5%5.1%5.0959.7%3.8%
40Δ5.3370.9%4.6%5.1358.8%3.5%
45Δ5.2870.3%4.1%5.1757.9%3.2%
50Δ5.2369.6%3.5%5.2157.0%2.8%
55Δ5.1969.0%3.0%5.2456.2%2.5%
60Δ5.1468.4%2.5%5.2855.3%2.1%
65Δ5.1067.8%2.0%5.3254.4%1.8%
70Δ5.0567.2%1.5%5.3653.5%1.5%
75Δ5.0066.6%1.0%5.4052.7%1.1%
80Δ4.8487.3%0.8%5.4451.8%0.8%

20Δ

Calls
Pseudo strike
5.54
IV
74.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.46
IV
72.7%
B/E move
6.1%
Puts
Pseudo strike
5.02
IV
61.4%
B/E move
4.5%

30Δ

Calls
Pseudo strike
5.42
IV
72.1%
B/E move
5.6%
Puts
Pseudo strike
5.05
IV
60.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
5.37
IV
71.5%
B/E move
5.1%
Puts
Pseudo strike
5.09
IV
59.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
5.33
IV
70.9%
B/E move
4.6%
Puts
Pseudo strike
5.13
IV
58.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
5.28
IV
70.3%
B/E move
4.1%
Puts
Pseudo strike
5.17
IV
57.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
5.23
IV
69.6%
B/E move
3.5%
Puts
Pseudo strike
5.21
IV
57.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
5.19
IV
69.0%
B/E move
3.0%
Puts
Pseudo strike
5.24
IV
56.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
5.14
IV
68.4%
B/E move
2.5%
Puts
Pseudo strike
5.28
IV
55.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
5.10
IV
67.8%
B/E move
2.0%
Puts
Pseudo strike
5.32
IV
54.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
5.05
IV
67.2%
B/E move
1.5%
Puts
Pseudo strike
5.36
IV
53.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
5.00
IV
66.6%
B/E move
1.0%
Puts
Pseudo strike
5.40
IV
52.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
4.84
IV
87.3%
B/E move
0.8%
Puts
Pseudo strike
5.44
IV
51.8%
B/E move
0.8%

Options history

IV · four-Friday blend62.95%
Daily close
RIG43.4%63.4%83.4%2026-08-20: 46.65%2026-08-21: 47.91%2026-09-14: 53.35%2026-09-15: 55.92%2026-09-16: 61.34%2026-09-21: 56.27%2026-09-22: 51.33%2026-09-23: 51.67%2026-09-25: 47.04%2026-10-05: 53.19%2026-10-09: 46.20%2026-10-15: 56.15%2026-10-16: 50.69%2026-10-19: 56.99%2026-10-21: 66.24%2026-10-22: 80.68%2026-10-23: 62.07%2026-10-26: 62.80%2026-10-27: 63.80%2026-10-30: 62.95%Aug 20Oct 5Oct 30
20 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
46.65%
47.91%
53.35%
55.92%
61.34%
56.27%
51.33%
51.67%
47.04%
53.19%
46.20%
56.15%
50.69%
56.99%
66.24%
80.68%
62.07%
62.80%
63.80%
62.95%